Details about Christopher John McDermott

Access statistics for papers by Christopher John McDermott.

Last updated 2009-09-06. Update your information in the RePEc Author Service.

Short-id: pmc123

Working Papers

2008

1. AN UNOBSERVED COMPONENTS COMMON CYCLE FOR AUSTRALIA? IMPLICATIONS FOR A COMMON CURRENCY
   CAMA Working Papers, Australian National University, Centre for Applied Macroeconomic Analysis
2. Assessing Inflation Targeting in Latin America With a DSGE Model
   Working Papers Central Bank of Chile, Central Bank of Chile

2007

3. A Quarterly Post-World War II Real GDP Series for New Zealand
   Working Papers, Motu Economic and Public Policy Research

2006

4. THE NEW ZEALAND BUSINESS CYCLE: RETURN TO GOLDEN DAYS?
   CAMA Working Papers, Australian National University, Centre for Applied Macroeconomic Analysis View citations

2005

5. Regional business cycles in New Zealand:Do they exist? What might drive them?
   Urban/Regional, EconWPA View citations
   Also in ERSA conference papers, European Regional Science Association (2004) View citations
   Working Papers, Motu Economic and Public Policy Research (2004) View citations
   See also Journal Article in Papers in Regional Science (2007)

2004

6. Parity Reversion in Real Exchange Rates: Fast, Slow or Not at All?
   IMF Working Papers, International Monetary Fund View citations
   See also Journal Article in IMF Staff Papers (2006)

2001

7. An Unbiased Appraisal of Purchasing Power Parity
   IMF Working Papers, International Monetary Fund View citations
   See also Journal Article in IMF Staff Papers (2003)
8. The Long-Run Behavior of Commodity Prices: Small Trends and Big Variability
   IMF Working Papers, International Monetary Fund View citations
9. Would adopting the Australian dollar provide superior monetary policy in New Zealand?
   Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations
   See also Journal Article in Economic Modelling (2004)

2000

10. Concordance in Business Cycles
    IMF Working Papers, International Monetary Fund View citations
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (1999) View citations

1999

11. Booms and Slumps in World Commodity Prices
    IMF Working Papers, International Monetary Fund View citations
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (1999) View citations
    See also Journal Article in Journal of Development Economics (2002)
12. How Persistent Are Shocks to World Commodity Prices?
    IMF Working Papers, International Monetary Fund View citations
    See also Journal Article in IMF Staff Papers (2000)
13. International Capital flows and National Creditworthiness: Examining Australia's Current Account
    Department of Economics - Working Papers Series, The University of Melbourne
14. Macroeconomic Fluctuations in Developing Countries - Some Stylized Facts
    IMF Working Papers, International Monetary Fund View citations
    See also Journal Article in World Bank Economic Review (2000)
15. Terms of Trade Shocks and the Current Account
    Department of Economics - Working Papers Series, The University of Melbourne View citations
    Also in IMF Working Papers, International Monetary Fund (1998) View citations
16. The Myth of Comoving Commodity Prices
    IMF Working Papers, International Monetary Fund View citations
    Also in Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand (1999) View citations

1998

17. International Capital Flows and National Creditworthiness-Do the Fundamental Things Apply as Time Goes By?
    IMF Working Papers, International Monetary Fund View citations

1997

18. 'Riding on the Sheep's Back': Examining Australia's Dependence on Wool Exports
    Department of Economics - Working Papers Series, The University of Melbourne View citations
    See also Journal Article in The Economic Record (2002)
19. Fiscal Imbalances, Capital Inflows, and the Real Exchange Rate: The Case of Turkey
    IMF Working Papers, International Monetary Fund View citations
    See also Journal Article in European Economic Review (1997)
20. Testing the Consumption-Capm in Developing Equity Markets
    Department of Economics - Working Papers Series, The University of Melbourne View citations
    See also Journal Article in International Journal of Finance & Economics (1998)

1996

21. An Empirical Analysis of Fiscal Adjustments
    IMF Working Papers, International Monetary Fund View citations
22. Are Australia's Current Account Deficits Excessive?
    IMF Working Papers, International Monetary Fund View citations
    See also Journal Article in The Economic Record (1998)
23. Consumption Smoothing and the Current Account: Evidence for France, 1970-94
    Department of Economics - Working Papers Series, The University of Melbourne View citations
    Also in IMF Working Papers, International Monetary Fund (1995)
24. Does the Gap Model Work in Asia?
    IMF Working Papers, International Monetary Fund View citations
25. Estimation of the Near Unit Root Model of Real Exchange Rates
    IMF Working Papers, International Monetary Fund View citations

1995

26. Informational Efficiency in Developing Equity Markets
    IMF Working Papers, International Monetary Fund View citations
27. International Integration of Equity Markets and Contagion Effects
    IMF Working Papers, International Monetary Fund View citations

1993

28. Nonlinear Econometric Models with Deterministically Trending Variables
    Cowles Foundation Discussion Papers, Cowles Foundation, Yale University
    See also Journal Article in Review of Economic Studies (1995)

Undated

29. Fiscal Reforms That Work
    IMF Economic Issues, International Monetary Fund View citations

Journal Articles

2009

1. THE NEW ZEALAND BUSINESS CYCLE
   Econometric Theory, 2009, 25, (04), 1050-1069 View citations

2007

2. Regional business cycles in New Zealand: Do they exist? What might drive them?
   Papers in Regional Science, 2007, 86, (2), 167-191
   See also Working Paper (2005)

2006

3. Parity Reversion in Real Exchange Rates: Fast, Slow, or Not at All?
   IMF Staff Papers, 2006, 53, (1), 5
   See also Working Paper (2004)

2004

4. Terms of trade shocks in Africa: are they short-lived or long-lived?
   Journal of Development Economics, 2004, 73, (2), 727-744 View citations
5. Would adopting the Australian dollar provide superior monetary policy in New Zealand?
   Economic Modelling, 2004, 21, (6), 949-964 View citations
   See also Working Paper (2001)

2003

6. An Unbiased Appraisal of Purchasing Power Parity
   IMF Staff Papers, 2003, 50, (3), 1 View citations
   See also Working Paper (2001)
7. Intertemporal Substitution and Terms-of-Trade Shocks
   Review of International Economics, 2003, 11, (4), 604-618 View citations
8. Testing for asymmetric price stickiness using NZ business opinion data: a bootstrap approach
   Applied Economics Letters, 2003, 10, (15), 955-958

2002

9. 'Riding on the Sheep's Back': Examining Australia's Dependence on Wool Exports
   The Economic Record, 2002, 78, (242), 249-63 View citations
   See also Working Paper (1997)
10. Booms and slumps in world commodity prices
    Journal of Development Economics, 2002, 69, (1), 277-296 View citations
    See also Working Paper (1999)
11. Intertemporal Consumption Smoothing and Capital Mobility: Evidence from Australia
    Australian Economic Papers, 2002, 41, (1), 82-98 View citations
12. Terms of Trade Shocks and the Current Account: Evidence from Five Industrial Countries
    Open Economies Review, 2002, 13, (3), 219-235 View citations

2000

13. How New Zealand adjusts to macroeconomic shocks: implications for joining a currency area
    Reserve Bank of New Zealand Bulletin, 2000, 63 View citations
14. How Persistent Are Shocks to World Commodity Prices?
    IMF Staff Papers, 2000, 47, (2), 2 View citations
    See also Working Paper (1999)
15. Macroeconomic Fluctuations in Developing Countries: Some Stylized Facts
    World Bank Economic Review, 2000, 14, (2), 251-85 View citations
    See also Working Paper (1999)

1999

16. Consumption smoothing and the current account: evidence for France, 1970-1996
    Journal of International Money and Finance, 1999, 18, (1), 1-12 View citations
17. Export performance after depreciation
    Reserve Bank of New Zealand Bulletin, 1999, 62
18. Issues relating to optimal currency areas: theory and implications for New Zealand
    Reserve Bank of New Zealand Bulletin, 1999, 62 View citations

1998

19. Are Australia's Current Account Deficits Excessive?
    The Economic Record, 1998, 74, (227), 346-61 View citations
    See also Working Paper (1996)
20. Testing the Consumption-CAPM in Developing Equity Markets
    International Journal of Finance & Economics, 1998, 3, (2), 127-41
    See also Working Paper (1997)
21. Testing the Expectations Model of the Term Structure in Times of Financial Transition
    Applied Financial Economics, 1998, 8, (6), 663-69

1997

22. Fiscal imbalances, capital inflows, and the real exchange rate: The case of Turkey
    European Economic Review, 1997, 41, (3-5), 819-825 View citations
    See also Working Paper (1997)

1995

23. Nonlinear Econometric Models with Deterministically Trending Variables
    Review of Economic Studies, 1995, 62, (3), 343-60 View citations
    See also Working Paper (1993)

1994

24. Excess volatility: A testing strategy
    Economics Letters, 1994, 44, (1-2), 35-41